"A news event-driven approach for the historical value at risk method."

Frederik Hogenboom et al. (2015)

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DOI: 10.1016/J.ESWA.2015.02.002

access: closed

type: Journal Article

metadata version: 2017-06-14

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  - https://dblp.org/rec/journals/eswa/HogenboomWFK15
Frederik Hogenboom, Michael de Winter, Flavius Frasincar, Uzay Kaymak:
A news event-driven approach for the historical value at risk method. Expert Syst. Appl. 42(10): 4667-4675 (2015)

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